Package org.drip.product.definition

Fixed Income Components/Baskets Definitions

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
BasketMarketParamRef	BasketMarketParamRef interface provides stubs for basket name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.
BondProduct	BondProduct interface implements the product static data behind bonds of all kinds.
ComponentMarketParamRef	ComponentMarketParamRef interface provides stubs for name, IR curve, forward curve, credit curve, TSY curve, and needed to value the component.

Class Summary

Class	Description
BasketProduct	BasketProduct abstract class extends MarketParamRef.
Bond	Bond abstract class implements the pricing, the valuation, and the RV analytics functionality for the bond product.
CalibratableComponent	CalibratableComponent abstract class provides implementation of Component's calibration interface.
Component	Component abstract class extends the ComponentMarketParamRef and provides the following methods: Get the product's initial notional, notional, and coupon.
CreditComponent	CreditComponent is the base abstract class on top of which all credit components are implemented.
CreditDefaultSwap	CreditDefaultSwap is the base abstract class implements the pricing, the valuation, and the RV analytics functionality for the CDS product.